CME Japanese Yen Future September 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2050 |
1.2017 |
-0.0033 |
-0.3% |
1.2280 |
| High |
1.2108 |
1.2017 |
-0.0091 |
-0.8% |
1.2280 |
| Low |
1.2050 |
1.1823 |
-0.0227 |
-1.9% |
1.1823 |
| Close |
1.2051 |
1.1908 |
-0.0143 |
-1.2% |
1.1908 |
| Range |
0.0058 |
0.0194 |
0.0136 |
234.5% |
0.0457 |
| ATR |
0.0104 |
0.0112 |
0.0009 |
8.6% |
0.0000 |
| Volume |
88 |
100 |
12 |
13.6% |
778 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2397 |
1.2015 |
|
| R3 |
1.2304 |
1.2203 |
1.1961 |
|
| R2 |
1.2110 |
1.2110 |
1.1944 |
|
| R1 |
1.2009 |
1.2009 |
1.1926 |
1.1963 |
| PP |
1.1916 |
1.1916 |
1.1916 |
1.1893 |
| S1 |
1.1815 |
1.1815 |
1.1890 |
1.1769 |
| S2 |
1.1722 |
1.1722 |
1.1872 |
|
| S3 |
1.1528 |
1.1621 |
1.1855 |
|
| S4 |
1.1334 |
1.1427 |
1.1801 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3375 |
1.3098 |
1.2159 |
|
| R3 |
1.2918 |
1.2641 |
1.2034 |
|
| R2 |
1.2461 |
1.2461 |
1.1992 |
|
| R1 |
1.2184 |
1.2184 |
1.1950 |
1.2094 |
| PP |
1.2004 |
1.2004 |
1.2004 |
1.1959 |
| S1 |
1.1727 |
1.1727 |
1.1866 |
1.1637 |
| S2 |
1.1547 |
1.1547 |
1.1824 |
|
| S3 |
1.1090 |
1.1270 |
1.1782 |
|
| S4 |
1.0633 |
1.0813 |
1.1657 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2842 |
|
2.618 |
1.2525 |
|
1.618 |
1.2331 |
|
1.000 |
1.2211 |
|
0.618 |
1.2137 |
|
HIGH |
1.2017 |
|
0.618 |
1.1943 |
|
0.500 |
1.1920 |
|
0.382 |
1.1897 |
|
LOW |
1.1823 |
|
0.618 |
1.1703 |
|
1.000 |
1.1629 |
|
1.618 |
1.1509 |
|
2.618 |
1.1315 |
|
4.250 |
1.0999 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1920 |
1.1976 |
| PP |
1.1916 |
1.1953 |
| S1 |
1.1912 |
1.1931 |
|